On construction of a field of forces along given trajectories in the presence of random perturbations

In this paper, a force field is constructed along a given integral manifold in the presence of random perturbing forces. In this case, two types of integral manifolds are considered separately: 1) trajectories that depend on generalized coordinates and do not depend on generalized velocities, and 2...

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Main Authors: M.I. Tleubergenov, G.K. Vassilina, G.A. Tuzelbaeva
Format: Article
Language:English
Published: Academician Ye.A. Buketov Karaganda University 2021-03-01
Series:Қарағанды университетінің хабаршысы. Математика сериясы
Subjects:
Online Access:http://mathematics-vestnik.ksu.kz/index.php/mathematics-vestnik/article/view/431
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author M.I. Tleubergenov
G.K. Vassilina
G.A. Tuzelbaeva
author_facet M.I. Tleubergenov
G.K. Vassilina
G.A. Tuzelbaeva
author_sort M.I. Tleubergenov
collection DOAJ
description In this paper, a force field is constructed along a given integral manifold in the presence of random perturbing forces. In this case, two types of integral manifolds are considered separately: 1) trajectories that depend on generalized coordinates and do not depend on generalized velocities, and 2) trajectories that depend on both generalized coordinates and generalized velocities. The construction of the force field is carried out in the class of second-order stochastic Ito differential equations. It is assumed that the functions in the right-hand sides of the equation must be continuous in time and satisfy the Lipschitz condition in generalized coordinates and generalized velocities. Also this functions satisfy the condition for linear growth in generalized coordinates and generalized velocities.These assumptions ensure the existence and uniqueness up to stochastic equivalence of the solution to the Cauchy problem of the constructed equations in the phase space, which is a strictly Markov process continuous with probability 1. To solve the two posed problems, stochastic differential equations of perturbed motion with respect to the integral manifold are constructed. Moreover, in the case when the trajectories depend on generalized coordinates and do not depend on generalized velocities, the second order equations of perturbed motion are constructed, and in the case when the trajectories depend on both generalized coordinates and generalized velocities, the first order equations of perturbed motion are constructed. And further, in both cases by Erugin’s method necessary and sufficient conditions for solving the posed problems are derived.
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series Қарағанды университетінің хабаршысы. Математика сериясы
spelling doaj.art-890a04d29c1942a9a058c336515a0aa52023-12-29T10:19:59ZengAcademician Ye.A. Buketov Karaganda UniversityҚарағанды университетінің хабаршысы. Математика сериясы2518-79292663-50112021-03-01101110.31489/2021m1/98-103On construction of a field of forces along given trajectories in the presence of random perturbationsM.I. TleubergenovG.K. VassilinaG.A. Tuzelbaeva In this paper, a force field is constructed along a given integral manifold in the presence of random perturbing forces. In this case, two types of integral manifolds are considered separately: 1) trajectories that depend on generalized coordinates and do not depend on generalized velocities, and 2) trajectories that depend on both generalized coordinates and generalized velocities. The construction of the force field is carried out in the class of second-order stochastic Ito differential equations. It is assumed that the functions in the right-hand sides of the equation must be continuous in time and satisfy the Lipschitz condition in generalized coordinates and generalized velocities. Also this functions satisfy the condition for linear growth in generalized coordinates and generalized velocities.These assumptions ensure the existence and uniqueness up to stochastic equivalence of the solution to the Cauchy problem of the constructed equations in the phase space, which is a strictly Markov process continuous with probability 1. To solve the two posed problems, stochastic differential equations of perturbed motion with respect to the integral manifold are constructed. Moreover, in the case when the trajectories depend on generalized coordinates and do not depend on generalized velocities, the second order equations of perturbed motion are constructed, and in the case when the trajectories depend on both generalized coordinates and generalized velocities, the first order equations of perturbed motion are constructed. And further, in both cases by Erugin’s method necessary and sufficient conditions for solving the posed problems are derived. http://mathematics-vestnik.ksu.kz/index.php/mathematics-vestnik/article/view/431stochastic differential equationsinverse problemsstabilityintegral manifold
spellingShingle M.I. Tleubergenov
G.K. Vassilina
G.A. Tuzelbaeva
On construction of a field of forces along given trajectories in the presence of random perturbations
Қарағанды университетінің хабаршысы. Математика сериясы
stochastic differential equations
inverse problems
stability
integral manifold
title On construction of a field of forces along given trajectories in the presence of random perturbations
title_full On construction of a field of forces along given trajectories in the presence of random perturbations
title_fullStr On construction of a field of forces along given trajectories in the presence of random perturbations
title_full_unstemmed On construction of a field of forces along given trajectories in the presence of random perturbations
title_short On construction of a field of forces along given trajectories in the presence of random perturbations
title_sort on construction of a field of forces along given trajectories in the presence of random perturbations
topic stochastic differential equations
inverse problems
stability
integral manifold
url http://mathematics-vestnik.ksu.kz/index.php/mathematics-vestnik/article/view/431
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AT gkvassilina onconstructionofafieldofforcesalonggiventrajectoriesinthepresenceofrandomperturbations
AT gatuzelbaeva onconstructionofafieldofforcesalonggiventrajectoriesinthepresenceofrandomperturbations